+195.0%
COHR vs ILMN
+115.7%
+79.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +3.7% |
| 7D | +8.3% | -5.4% | +13.7% | +9.3% |
| 30D | -14.1% | +7.0% | -21.2% | -15.3% |
| 3M | -16.0% | +24.2% | -40.2% | -19.7% |
| 6M | +21.5% | +69.9% | -48.5% | +8.4% |
| YTD | +65.4% | +57.4% | +8.0% | +49.5% |
| 1Y | +195.0% | +107.9% | +87.1% | +151.8% |
| All | +195.0% | +115.7% | +79.3% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling